ElliptCopulas: Inference of Elliptical Distributions and Copulas

  • A.F.F. Derumigny (Creator)
  • Jean David Fermanian (Contributor)
  • R.A.J. van der Spek (Contributor)

Dataset

Description

Provides functions for the simulation and the nonparametric estimation of elliptical distributions and copulas.
Date made available25 Apr 2022
PublisherTU Delft - 4TU.ResearchData
Date of data production2021

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